We present simulations of the excitation of specific vibrational levels of the CO stretch in carboxyhemoglobin by shaped mid-IR laser pulses. The pulses are calculated using local control theory, adapted to account for the protein fluctuations, which are included using a microscopic model developed previously. We show that efficient selective vibrational state preparation can be obtained, despite the presence of the fluctuations and orientational averaging, and can be monitored using transient absorption spectra. The mid-IR pulses are found to be in a realistic intensity regime and might soon be available by IR pulse shaping. This opens the way to a direct monitoring of vibrational relaxation from individually prepared, high-lying vibrational states of complex systems.